Visual Voicemail on Android, iOS, and Windows Phone is included if you have the correct data plan provisioned. If not, call 611 or go into a corporate AT&T store. What these other guys are referring to is Voicemail to Text, which is a $2.99 feature.

(Disclaimer: I get a paycheck from AT&T working the front lines in a store. Unless AT&T publishes what I say as fact, these thoughts are all mine.)

On AT&T, this screenshot should answer your questions on Visual Voicemail: not available before Nov 15th

I had to call AT&T CSR to roll back my unlimited data plan, that they changed to a 3GB plan when I upgraded my phone (very annoying) and then I had to call back to ask with the VVM was not working.
Then they activated the unlimited data plan with VVM

So many things !!!!!!!!

Love my Lumia 920

(by the way, pre-ordered on the phone on the 7th and got it by express FEDEX on the 8th, before the wireless pad charger)